Hi, Hersir!
I'm developing a game built on FlxNestedSprite. The group positioning/scaling/rotating is really convenient, and is the kind you are looking for.

I can tell you my work around for your "Every Child Must be a FlxNestedSprite" issue.
I just created a base class that extends FlxNestedSprite, that has some logic built in to copy any other sprite, either on load, every frame, or when you need it to.

For example, FlxText, which cannot be added directly as a child to a FlxNestedSprite. I just use this helper class: